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ABSTRACT
In this paper, we propose a regression depth versus regression depth plot, hereafter RR-plot, for regression observations based on the halfspace regression depth. Areas of application of this tool include: the visualization of hypothesis tests about regression coefficients, and of the comparison between regression observations from different models, etc. Some characterization theorems are also provided to address the rationale of this RR-plot.
Acknowledgements
The authors thank the anonymous reviewers for their careful reading and insightful comments, which led to many improvements in this paper.
Disclosure statement
No potential conflict of interest was reported by the authors.
Additional information
Funding
Xiaohui Liu's research was supported by NSF of China [grant numbers 11601197, 11461029], China Postdoctoral Science Foundation funded project (2016M600511, 2017T100475), the NSF of Jiangxi Province (No.20171ACB21030, 2018ACB21002).